named heros xml (for the actual hero stats), hero companies xml ( for the way they will be brought about, the story sandbox- (example: story sandbox 44 empire for galactic conflict) for where you want them to appear

Use the edit button instead of triple-posting. As for your last question though, just write all the XML code, then paste it into "HEROCOMPANIES.xml" if it's a group of hero units (like field commanders), or "NAMEDHEROUNITS.xml" if it's a single unit (think Boba Fett or Darth Vader).

"No, Mama. You can bet your sweet ass and half a titty whoever put that hit on you already got the cops in their back pocket." ~Black Dynamite